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The structural econometric time series analysis approach / edited by Arnold Zellner and Franz C. Palm
Cambridge : Cambridge University Press, 2004
xv, 718 p ; 24cm.
Zellner, Arnold
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
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